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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
Top 10 Hldgs %
50.22%
Holding
2,687
New
395
Increased
175
Reduced
688
Closed
1,412

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$105M
2
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$36.1M
3
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$34.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$30M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$19.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$396M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$35.8M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$9.1M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$5.78M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PH icon
726
PUT
Parker-Hannifin
PH
$116B
$376K 0.01%
2,900
-3,500
-55% -$634K
IPGP icon
727
CALL
IPG Photonics
IPGP
$3.27B
$375K 0.01%
3,400
-1,800
-35% -$235K
HES
728
DELISTED
Hess
HES
$374K 0.01%
+11,236
New +$608K
ROP icon
729
PUT
Roper Technologies
ROP
$37.2B
$374K 0.01%
1,200
-3,700
-76% -$1.31M
KR icon
730
CALL
Kroger
KR
$36.4B
$373K 0.01%
12,400
-118,200
-91% -$3.47M
MPC icon
731
CALL
Marathon Petroleum
MPC
$116B
$373K 0.01%
15,800
-127,700
-89% -$5.88M
BMO icon
732
PUT
Bank of Montreal
BMO
$120B
$372K 0.01%
7,400
+3,200
+76% +$217K
OIH icon
733
VanEck Oil Services ETF
OIH
$1.96B
$372K 0.01%
4,621
-11,419
-71% -$2.12M
PM icon
734
PUT
Philip Morris
PM
$299B
$372K 0.01%
5,100
-29,500
-85% -$2.43M
EMR icon
735
Emerson Electric
EMR
$81.3B
$370K 0.01%
+7,762
New +$511K
KHC icon
736
CALL
The Kraft Heinz Company
KHC
$29.3B
$369K 0.01%
14,900
-91,500
-86% -$2.51M
WHR icon
737
PUT
Whirlpool
WHR
$2.11B
$369K 0.01%
4,300
-20,500
-83% -$2.69M
MRO
738
DELISTED
Marathon Oil Corporation
MRO
$368K 0.01%
111,946
+101,423
+964% +$935K
CRWD icon
739
CALL
CrowdStrike
CRWD
$247B
$367K 0.01%
26,400
-58,000
-69% -$819K
FEX icon
740
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.55B
$367K 0.01%
+7,706
New +$462K
TROW icon
741
T. Rowe Price
TROW
$21.8B
$367K 0.01%
+3,758
New +$460K
HEWJ icon
742
iShares Currency Hedged MSCI Japan ETF
HEWJ
$675M
$366K 0.01%
+13,456
New +$414K
TD icon
743
PUT
Toronto Dominion Bank
TD
$198B
$365K 0.01%
8,600
-69,900
-89% -$3.59M
IWO icon
744
CALL
iShares Russell 2000 Growth ETF
IWO
$14.1B
$364K 0.01%
2,300
+600
+35% +$119K
LII icon
745
CALL
Lennox International
LII
$12.5B
$364K 0.01%
2,000
-1,100
-35% -$254K
SPOT icon
746
CALL
Spotify
SPOT
$113B
$364K 0.01%
3,000
-16,600
-85% -$2.35M
CDNS icon
747
CALL
Cadence Design Systems
CDNS
$77.1B
$363K 0.01%
5,500
+2,300
+72% +$160K
EWS icon
748
iShares MSCI Singapore ETF
EWS
$1.28B
$363K 0.01%
+20,903
New +$454K
IGLB icon
749
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.92B
$363K 0.01%
+5,700
New +$380K
DG icon
750
CALL
Dollar General
DG
$27.1B
$362K 0.01%
2,400
-18,000
-88% -$2.78M
28 29
30
31 32

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Two Sigma Securities's Q1 2020 Portfolio in Review

As of Q1 2020, Two Sigma Securities held 2,687 positions worth $4.44B, down 70% from $14.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Two Sigma Securities withdrew a net $172M in Q1 2020, closing 1,412 positions and reducing 688 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $6.93M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in State Street Financial Select Sector SPDR ETF worth $6.14M.

  • Two Sigma Securities's largest Q1 2020 buy was State Street Financial Select Sector SPDR ETF: 294,730 shares worth $6.14M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2020, an estimated $105M increase.
  • Two Sigma Securities's biggest Q1 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $396M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q1 2020, selling an estimated $6.93M.
  • Two Sigma Securities's ten largest holdings make up 50% of its $4.44B portfolio in Q1 2020.
  • Two Sigma Securities opened 395 new positions and closed 1,412 in Q1 2020.
  • Two Sigma Securities's portfolio value fell 70% quarter-over-quarter to $4.44B.

Based on Two Sigma Securities's 13F filing for Q1 2020, filed 15 May 2020.